Answer
A Yes/No or OK/Cancel-style warning triggered purely through Client_SYS.Add_Warning isn't processed by the web client's framework — that call doesn't have a configuration-only equivalent there. For a plain OK-style information message, Client_SYS.Add_Info does still work in both the web client and Enterprise Explorer, most reliably when invoked from a custom event as part of the standard insert/update flow; where and how it's invoked still matters, since the result isn't guaranteed in every trigger context.